bnlearn is an R package for learning the graphical structure of Bayesian
networks, estimate their parameters and perform some useful inference. To get started and
install the latest development snapshot type

Discrete (multinomial) and continuous (multivariate normal) data sets are
supported, both for structure and parameter learning. The latter can be performed
using either maximum likelihood or Bayesian estimators.
Each constraint-based algorithm can be used with several conditional
independence tests:

following the instructions present on
this
and
this
webpages. Please also note that the gRain package, while
on CRAN, depends on packages that are on Bioconductor both directly and through
the gRbase package, which depends on RBGL: